+167.7%
WAB vs NTR
+36.8%
+131.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -4.1% | +16.8% | -20.8% | -6.5% |
| 3M | +8.2% | +20.7% | -12.6% | +4.7% |
| 6M | +15.4% | +0.5% | +14.9% | +14.8% |
| YTD | +33.1% | +29.2% | +4.0% | +24.5% |
| 1Y | +48.1% | +39.6% | +8.5% | +35.3% |
| 3Y | +167.7% | +37.9% | +129.9% | +141.1% |
| All | +167.7% | +36.8% | +131.0% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling